Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-19 0.439660 0.487737 0.540866 0.604298 0.678454 0.763003 0.867554
2025-01-26 0.382238 0.443058 0.514575 0.605991 0.721382 0.864500 1.059204
2025-02-02 0.344011 0.412338 0.496652 0.610490 0.763649 0.967986 1.271184
2025-02-09 0.310618 0.382228 0.474045 0.603673 0.787685 1.049275 1.469298
2025-02-16 0.287375 0.361845 0.460617 0.605808 0.822426 1.149668 1.718132
2025-02-23 0.261280 0.334725 0.434673 0.586256 0.821490 1.194874 1.888074
2025-03-02 0.237701 0.308781 0.407547 0.561233 0.807725 1.215911 2.019625
2025-03-09 0.225762 0.297938 0.400644 0.565293 0.839853 1.318417 2.332598
2025-03-16 0.219583 0.294625 0.404133 0.585401 0.900863 1.483400 2.829186
2025-03-23 0.211440 0.287678 0.401330 0.594709 0.944097 1.623746 3.326594
2025-03-30 0.202727 0.279163 0.395246 0.597615 0.975746 1.747371 3.836800
2025-04-06 0.192950 0.268327 0.384562 0.591329 0.988801 1.834101 4.287913
2025-04-13 0.180014 0.252157 0.364667 0.567842 0.966872 1.842866 4.529997
2025-04-20 0.173893 0.246260 0.361067 0.573228 1.004003 1.998473 5.338410
2025-04-27 0.168481 0.241117 0.358271 0.579709 1.044441 2.173740 6.351926
2025-05-04 0.161513 0.233036 0.349891 0.574720 1.059201 2.286860 7.220613
2025-05-11 0.156406 0.227682 0.345787 0.577528 1.091918 2.459478 8.528500
2025-05-18 0.148400 0.217118 0.331901 0.559677 1.074027 2.480838 9.116707
2025-05-25 0.140126 0.205742 0.315967 0.536451 1.040488 2.447687 9.393022
2025-06-01 0.136535 0.202048 0.313490 0.540421 1.073754 2.634433 11.213910
2025-06-08 0.135335 0.202302 0.318084 0.559409 1.147791 2.983586 14.789850
2025-06-15 0.132758 0.200046 0.317903 0.568209 1.197153 3.268637 18.632206
2025-06-22 0.129534 0.196502 0.315082 0.570973 1.230816 3.510262 22.850634